+39.8%
GLW vs MDLN
+15.3%
+24.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +18.4% | -24.2% | -4.9% |
| 7D | -9.5% | +24.7% | -34.1% | -8.6% |
| 30D | -25.5% | +12.7% | -38.2% | -24.7% |
| 3M | -25.6% | -4.0% | -21.6% | -25.0% |
| 6M | -25.5% | -8.7% | -16.8% | -22.2% |
| YTD | +36.4% | -3.9% | +40.3% | +42.1% |
| All | +39.8% | +15.3% | +24.5% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling